The Wahoo should appear as a USB MIDI device in your software. What software are you using?
Also, often software needs to be restarted when any USB device is connected. So make sure the Wahoo is connected via USB then run your software.
Midi-ox is a useful program for testing MIDI devices. You can use this to send MIDI clock to the Wahoo for testing.
http://www.midiox.com/